Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-20 0.270585 0.293645 0.318481 0.347339 0.380107 0.416341 0.459694
2025-04-27 0.242519 0.272473 0.306418 0.348109 0.398454 0.457976 0.534725
2025-05-04 0.222113 0.256231 0.296446 0.348063 0.413637 0.495711 0.608813
2025-05-11 0.207241 0.244423 0.289738 0.350172 0.430497 0.536447 0.692031
2025-05-18 0.190016 0.227898 0.275258 0.340335 0.430010 0.553496 0.744875
2025-05-25 0.174705 0.212416 0.260561 0.328388 0.424763 0.562533 0.786609
2025-06-01 0.166176 0.204932 0.255508 0.328669 0.436129 0.596225 0.871303
2025-06-08 0.162060 0.202836 0.257289 0.338318 0.461712 0.654221 1.006614
2025-06-15 0.156104 0.197766 0.254470 0.340874 0.476569 0.696975 1.124211
2025-06-22 0.149403 0.191200 0.249004 0.338872 0.483811 0.727740 1.225807
2025-06-29 0.143409 0.185238 0.243943 0.336940 0.490741 0.758592 1.334441
2025-07-06 0.135759 0.176510 0.234303 0.327094 0.483381 0.762511 1.386476
2025-07-13 0.131527 0.172629 0.231805 0.328699 0.496352 0.807347 1.545699
2025-07-20 0.127355 0.168598 0.228804 0.329194 0.507350 0.850064 1.713791
2025-07-27 0.123350 0.164595 0.225582 0.329015 0.517027 0.891628 1.893708
2025-08-03 0.120128 0.161586 0.223690 0.330871 0.530615 0.943684 2.123369
2025-08-10 0.114664 0.154948 0.215747 0.321744 0.522194 0.946037 2.206109
2025-08-17 0.109138 0.148005 0.207006 0.310682 0.509002 0.935773 2.246365
2025-08-24 0.106399 0.145218 0.204769 0.310920 0.518298 0.979409 2.486012
2025-08-31 0.105623 0.145404 0.207302 0.319812 0.546096 1.073018 2.958973
2025-09-07 0.103577 0.143510 0.206308 0.322159 0.560438 1.135826 3.355906
2025-09-14 0.100850 0.140428 0.203185 0.320307 0.565496 1.175110 3.679373
2025-09-21 0.098289 0.137515 0.200206 0.318521 0.570505 1.215370 4.040018